Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47880.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46485.08 Kr¶

PnL: ---------------------------------------> -403.49 Kr¶

DD now: ---------------------------------> -1.542 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:21:52.197810'

Anic Portfolio¶

Today¶

Return: 0.353 %¶

This Week¶

Return: 0.729 %¶

Total¶

Return: 56.747 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.240000 2863.000000 227.000000 8.610000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.050000 433.800000 78.800000 22.200000 355.000000
Corem Property Group B 59 -1.690000 651.360000 74.360000 12.890000 576.999999
Boozt 12 -0.210000 1702.800000 48.800000 2.950000 1653.999996
HMS Networks 2 0.220000 721.200000 48.200000 7.160000 673.000000
SAAB B 8 0.750000 3420.000000 43.000000 1.270000 3377.000000
OEM International B 7 0.500000 558.600000 30.600000 5.800000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 -0.070000 546.400000 14.400000 2.710000 532.000000
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
Norva24 Group 16 2.130000 553.600000 10.600000 1.950000 543.000000
AcadeMedia 12 0.680000 564.480000 7.480000 1.340000 557.000004
Resurs Holding 22 -0.040000 578.380000 4.380000 0.760000 573.999998
Swedbank A 3 1.560000 567.750000 3.750000 0.660000 564.000000
Securitas B 6 0.460000 572.040000 2.040000 0.360000 570.000000
Karnov Group 9 -2.130000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Nordea Bank Abp 29 0.120000 3453.320000 -0.680000 -0.020000 3453.999992
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity B 2 -1.450000 571.600000 -2.400000 -0.420000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.370000 524.810000 -9.190000 -1.720000 533.999999
Midsona B 63 -1.940000 572.040000 -10.960000 -1.880000 582.999984
International Petroleum Corp. 5 2.670000 557.500000 -37.070000 -6.230000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.430000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 0.250000 3597.100000 -158.900000 -4.230000 3756.000001
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46481.390000 -407.180000 -1.54966% 46888.564618

Updated:¶

'2023-01-18 14:21:26.871456'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶